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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~person:"Ang, Beng-wah"
~person:"Barkoulas, John T."
~person:"Liu, Li"
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~person:"Shahzad, Syed Jawad Hussain"
~subject:"Environmental effects on electricity demand"
~subject:"Long memory"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Theory"
~subject:"Zins"
~type_genre:"Article in journal"
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Environmental effects on electricity demand
Long memory
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Schätzung
Theorie
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Estimation
105
Time series analysis
44
Zeitreihenanalyse
44
Cointegration
34
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105
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Gil-Alaña, Luis A.
Ang, Beng-wah
Barkoulas, John T.
Liu, Li
Miller, J. Isaac
Ramchander, Sanjay
Shahzad, Syed Jawad Hussain
Gupta, Rangan
147
Bahmani-Oskooee, Mohsen
71
Zaremba, Adam
53
Tiwari, Aviral Kumar
51
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45
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42
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40
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38
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37
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34
Salisu, Afees A.
34
Xuan Vinh Vo
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Bouri, Elie
32
Hammoudeh, Shawkat
32
Caporale, Guglielmo Maria
30
Jalles, João Tovar
30
Pierdzioch, Christian
29
Wang, Yudong
29
Kang, Sang Hoon
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Narayan, Paresh Kumar
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Mensi, Walid
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Gozgor, Giray
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Wagner, Joachim
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19
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International review of economics & finance : IREF
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1
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
2
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
3
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
4
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
5
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
6
Non-linear effects of terrorism on economic growth in pakistan : accounting for capital per worker and structural breaks
Kumar, Ronald Ravinesh
;
Shahzad, Syed Jawad Hussain
; …
- In:
The Singapore economic review
68
(
2023
)
2
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014279323
Saved in:
7
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
8
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
9
Asymmetric and time-frequency based networks of currency markets
Shahzad, Syed Jawad Hussain
;
Hasan, Mudassar
;
Caporin, …
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014473529
Saved in:
10
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
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